Time series: data analysis and theory (International series in decision processes)

Brillinger, David R

ISBN 10: 0030769752 / ISBN 13: 9780030769757

Published by Holt, Rinehart, and Winston, 1974

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Bibliographic Details

• Title: Time series: data analysis and theory (International series in decision processes)
• Publisher: Holt, Rinehart, and Winston
• Publication Date: 1974
• Language: English
• ISBN 10: 0030769752
• ISBN 13: 9780030769757
• Binding: hardcover
• Condition: Acceptable
• Book Type: book

About this title

Synopsis

Intended for students and researchers, this text employs basic techniques of univariate and multivariate statistics for the analysis of time series and signals. It provides a broad collection of theorems, placing the techniques on firm theoretical ground. The techniques, which are illustrated by data analyses, are discussed in both a heuristic and a formal manner, making the book useful for both the applied and the theoretical worker. An extensive set of original exercises is included. Time Series: Data Analysis and Theory takes the Fourier transform of a stretch of time series data as the basic quantity to work with and shows the power of that approach. It considers second- and higher-order parameters and estimates them equally, thereby handling non-Gaussian series and nonlinear systems directly. The included proofs, which are generally short, are based on cumulants.

Review

'Intended for students and researchers, this text employs basic techniques of univariate and multivariate statistics for the analysis of time series and signals. It covers a broad collection of theorems. The techniques are illustrated by data analyses and are discussed both heuristically and formally to serve both the applied and the theoretical worker.' IEEE Signal Processing Magazine